-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, L2yY1U1NICZ/3UHsIkO5gQtE3kdl/PCSrkwhqy4YyFr6p4w1mcwpEK1Gos2Pog+9 273s1Nas/AiTRpsZijk2TQ== 0001056404-04-004101.txt : 20041202 0001056404-04-004101.hdr.sgml : 20041202 20041202104206 ACCESSION NUMBER: 0001056404-04-004101 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041126 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041202 FILER: COMPANY DATA: COMPANY CONFORMED NAME: IMH ASSETS CORP IMPAC CMB TRUST SERIES 2004-9 CENTRAL INDEX KEY: 0001307443 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-117817-02 FILM NUMBER: 041179169 BUSINESS ADDRESS: STREET 1: 1401 DOVE STREET STREET 2: SUITE 200 CITY: NEWPORT BEACH STATE: CA ZIP: 92660 BUSINESS PHONE: 9494753600 MAIL ADDRESS: STREET 1: 1401 DOVE STREET STREET 2: SUITE 200 CITY: NEWPORT BEACH STATE: CA ZIP: 92660 8-K 1 imh04009_nov.txt NOVEMBER 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): November 26, 2004 IMPAC CMB TRUST SERIES 2004-9 Collateralized Asset-Backed Bonds, Series 2004-9 Trust (Exact name of registrant as specified in its charter) 54-6643812 54-6643813 54-6643814 54-6643815 New York (governing law of 333-117817-02 54-6643816 Pooling and Servicing Agreement) (Commission 54-6643817 (State or other File Number) 54-6643818 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On November 26, 2004 a distribution was made to holders of IMPAC CMB TRUST SERIES 2004-9, Collateralized Asset-Backed Bonds, Series 2004-9 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Collateralized Asset-Backed Bonds, Series 2004-9 Trust, relating to the November 26, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. IMPAC CMB TRUST SERIES 2004-9 Collateralized Asset-Backed Bonds, Series 2004-9 Trust (Registrant) By: Wells Fargo Bank, N.A. as Indenture Trustee By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 11/30/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Collateralized Asset-Backed Bonds, Series 2004-9 Trust, relating to the November 26, 2004 distribution . EX-99.1
Impac Assets Corp. Mortgage Pass-Through Certificates Record Date: 10/31/04 Distribution Date: 11/26/04 IMH Series: 2004-9 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution AIO 45254NLA3 SEN 1.40000% 0.00 2,403,333.33 0.00 1-A1 45254NKX4 SEN 2.33875% 801,325,000.00 1,509,690.74 2,615,943.30 1-A2 45254NKY2 SEN 2.39875% 89,036,000.00 172,046.61 290,660.00 2-A 45254NKZ9 SEN 2.29875% 840,039,000.00 1,555,559.72 1,862,720.25 M-1 45254NLB1 MEZ 2.55875% 61,800,000.00 127,383.10 170,333.40 M-2 45254NLC9 MEZ 2.60875% 61,800,000.00 129,872.27 170,333.40 M-3 45254NLD7 MEZ 2.65875% 56,650,000.00 121,331.32 156,138.86 M-4 45254NLE5 MEZ 3.00875% 46,350,000.00 112,339.20 127,749.78 M-5 45254NLF2 MEZ 3.15875% 82,400,000.00 209,670.81 227,110.50 M-6 45254NLG0 MEZ 3.25875% 20,600,000.00 54,077.15 56,776.05 CERTS 45254NLH8 SUB 0.00000% 0.00 1,529,830.62 0.00 Totals 2,060,000,000.00 7,925,134.87 5,677,765.54
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses AIO 0.00 0.00 2,403,333.33 0.00 1-A1 0.00 798,709,056.70 4,125,634.04 0.00 1-A2 0.00 88,745,340.00 462,706.61 0.00 2-A 0.00 838,176,279.75 3,418,279.97 0.00 M-1 0.00 61,629,666.60 297,716.50 0.00 M-2 0.00 61,629,666.60 300,205.67 0.00 M-3 0.00 56,493,861.14 277,470.18 0.00 M-4 0.00 46,222,250.22 240,088.98 0.00 M-5 0.00 82,172,889.50 436,781.31 0.00 M-6 0.00 20,543,223.95 110,853.20 0.00 CERTS 0.00 0.00 1,529,830.62 0.00 Totals 0.00 2,054,322,234.46 13,602,900.41 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) AIO 0.00 0.00 0.00 0.00 0.00 0.00 1-A1 801,325,000.00 801,325,000.00 0.00 2,615,943.30 0.00 0.00 1-A2 89,036,000.00 89,036,000.00 0.00 290,660.00 0.00 0.00 2-A 840,039,000.00 840,039,000.00 0.00 1,862,720.25 0.00 0.00 M-1 61,800,000.00 61,800,000.00 0.00 170,333.40 0.00 0.00 M-2 61,800,000.00 61,800,000.00 0.00 170,333.40 0.00 0.00 M-3 56,650,000.00 56,650,000.00 0.00 156,138.86 0.00 0.00 M-4 46,350,000.00 46,350,000.00 0.00 127,749.78 0.00 0.00 M-5 82,400,000.00 82,400,000.00 0.00 227,110.50 0.00 0.00 M-6 20,600,000.00 20,600,000.00 0.00 56,776.05 0.00 0.00 CERTS 0.00 0.00 0.00 0.00 0.00 0.00 Totals 2,060,000,000.00 2,060,000,000.00 0.00 5,677,765.54 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution AIO 0.00 0.00 0.00000000 0.00 1-A1 2,615,943.30 798,709,056.70 0.99673548 2,615,943.30 1-A2 290,660.00 88,745,340.00 0.99673548 290,660.00 2-A 1,862,720.25 838,176,279.75 0.99778258 1,862,720.25 M-1 170,333.40 61,629,666.60 0.99724380 170,333.40 M-2 170,333.40 61,629,666.60 0.99724380 170,333.40 M-3 156,138.86 56,493,861.14 0.99724380 156,138.86 M-4 127,749.78 46,222,250.22 0.99724380 127,749.78 M-5 227,110.50 82,172,889.50 0.99724380 227,110.50 M-6 56,776.05 20,543,223.95 0.99724388 56,776.05 CERTS 0.00 0.00 0.00000000 0.00 Totals 5,677,765.54 2,054,322,234.46 0.99724380 5,677,765.54
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion AIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A1 801,325,000.00 1000.00000000 0.00000000 3.26452226 0.00000000 1-A2 89,036,000.00 1000.00000000 0.00000000 3.26452222 0.00000000 2-A 840,039,000.00 1000.00000000 0.00000000 2.21742116 0.00000000 M-1 61,800,000.00 1000.00000000 0.00000000 2.75620388 0.00000000 M-2 61,800,000.00 1000.00000000 0.00000000 2.75620388 0.00000000 M-3 56,650,000.00 1000.00000000 0.00000000 2.75620229 0.00000000 M-4 46,350,000.00 1000.00000000 0.00000000 2.75619806 0.00000000 M-5 82,400,000.00 1000.00000000 0.00000000 2.75619539 0.00000000 M-6 20,600,000.00 1000.00000000 0.00000000 2.75611893 0.00000000 CERTS 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All classes are per $1,000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution AIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A1 0.00000000 3.26452226 996.73547774 0.99673548 3.26452226 1-A2 0.00000000 3.26452222 996.73547778 0.99673548 3.26452222 2-A 0.00000000 2.21742116 997.78257884 0.99778258 2.21742116 M-1 0.00000000 2.75620388 997.24379612 0.99724380 2.75620388 M-2 0.00000000 2.75620388 997.24379612 0.99724380 2.75620388 M-3 0.00000000 2.75620229 997.24379771 0.99724380 2.75620229 M-4 0.00000000 2.75619806 997.24380194 0.99724380 2.75619806 M-5 0.00000000 2.75619539 997.24380461 0.99724380 2.75619539 M-6 0.00000000 2.75611893 997.24388107 0.99724388 2.75611893 CERTS 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall AIO 0.00 1.40000% 2,060,000,000.00 2,403,333.33 0.00 0.00 1-A1 801,325,000.00 2.33875% 801,325,000.00 1,509,690.74 0.00 0.00 1-A2 89,036,000.00 2.39875% 89,036,000.00 172,046.61 0.00 0.00 2-A 840,039,000.00 2.29875% 840,039,000.00 1,555,559.72 0.00 0.00 M-1 61,800,000.00 2.55875% 61,800,000.00 127,383.10 0.00 0.00 M-2 61,800,000.00 2.60875% 61,800,000.00 129,872.27 0.00 0.00 M-3 56,650,000.00 2.65875% 56,650,000.00 121,331.32 0.00 0.00 M-4 46,350,000.00 3.00875% 46,350,000.00 112,339.20 0.00 0.00 M-5 82,400,000.00 3.15875% 82,400,000.00 209,670.81 0.00 0.00 M-6 20,600,000.00 3.25875% 20,600,000.00 54,077.15 0.00 0.00 CERTS 0.00 0.00000% 2,060,000,084.42 0.00 0.00 0.00 Totals 2,060,000,000.00 6,395,304.25 0.00 0.00
Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance AIO 0.00 0.00 2,403,333.33 0.00 1,904,078,144.08 1-A1 0.00 0.00 1,509,690.74 0.00 798,709,056.70 1-A2 0.00 0.00 172,046.61 0.00 88,745,340.00 2-A 0.00 0.00 1,555,559.72 0.00 838,176,279.75 M-1 0.00 0.00 127,383.10 0.00 61,629,666.60 M-2 0.00 0.00 129,872.27 0.00 61,629,666.60 M-3 0.00 0.00 121,331.32 0.00 56,493,861.14 M-4 0.00 0.00 112,339.20 0.00 46,222,250.22 M-5 0.00 0.00 209,670.81 0.00 82,172,889.50 M-6 0.00 0.00 54,077.15 0.00 20,543,223.95 CERTS 0.00 0.00 1,529,830.62 0.00 2,054,322,234.47 Totals 0.00 0.00 7,925,134.87 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall AIO 0.00 1.40000% 1000.00000000 1.16666667 0.00000000 0.00000000 1-A1 801,325,000.00 2.33875% 1000.00000000 1.88399306 0.00000000 0.00000000 1-A2 89,036,000.00 2.39875% 1000.00000000 1.93232636 0.00000000 0.00000000 2-A 840,039,000.00 2.29875% 1000.00000000 1.85177083 0.00000000 0.00000000 M-1 61,800,000.00 2.55875% 1000.00000000 2.06121521 0.00000000 0.00000000 M-2 61,800,000.00 2.60875% 1000.00000000 2.10149304 0.00000000 0.00000000 M-3 56,650,000.00 2.65875% 1000.00000000 2.14177087 0.00000000 0.00000000 M-4 46,350,000.00 3.00875% 1000.00000000 2.42371521 0.00000000 0.00000000 M-5 82,400,000.00 3.15875% 1000.00000000 2.54454867 0.00000000 0.00000000 M-6 20,600,000.00 3.25875% 1000.00000000 2.62510437 0.00000000 0.00000000 CERTS 0.00 0.00000% 936.36367474 0.00000000 0.00000000 0.00000000 (5) All classes are per $1,000 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance AIO 0.00000000 0.00000000 1.16666667 0.00000000 924.30977868 1-A1 0.00000000 0.00000000 1.88399306 0.00000000 996.73547774 1-A2 0.00000000 0.00000000 1.93232636 0.00000000 996.73547778 2-A 0.00000000 0.00000000 1.85177083 0.00000000 997.78257884 M-1 0.00000000 0.00000000 2.06121521 0.00000000 997.24379612 M-2 0.00000000 0.00000000 2.10149304 0.00000000 997.24379612 M-3 0.00000000 0.00000000 2.14177087 0.00000000 997.24379771 M-4 0.00000000 0.00000000 2.42371521 0.00000000 997.24380194 M-5 0.00000000 0.00000000 2.54454867 0.00000000 997.24380461 M-6 0.00000000 0.00000000 2.62510437 0.00000000 997.24388107 CERTS 0.00000000 0.00000000 0.69537755 0.00000000 933.78283385 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Certificateholder Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage AIO(1) 1.40000% 1,059,953,000.00 979,724,982.67 0.00 0.00 92.43098351% AIO(2) 1.40000% 1,000,047,000.00 924,353,161.41 0.00 0.00 92.43097189% M1-1 2.55875% 0.00 0.00 31,799,000.00 31,695,191.46 99.67354778% M1-2 2.55875% 0.00 0.00 30,001,000.00 29,934,475.15 99.77825789% M2-1 2.60875% 0.00 0.00 31,799,000.00 31,695,191.46 99.67354778% M2-2 2.60875% 0.00 0.00 30,001,000.00 29,934,475.15 99.77825789% M3-1 2.65875% 0.00 0.00 29,149,000.00 29,053,842.44 99.67354777% M3-2 2.65875% 0.00 0.00 27,501,000.00 27,440,018.70 99.77825788% M4-1 3.00875% 0.00 0.00 23,849,000.00 23,771,144.41 99.67354778% M4-2 3.00875% 0.00 0.00 22,501,000.00 22,451,105.81 99.77825790% M5-1 3.15875% 0.00 0.00 42,398,000.00 42,259,590.79 99.67354779% M5-2 3.15875% 0.00 0.00 40,002,000.00 39,913,298.72 99.77825789% M6-1 3.25875% 0.00 0.00 10,598,000.00 10,563,402.59 99.67354774% M6-2 3.25875% 0.00 0.00 10,002,000.00 9,979,821.35 99.77825785%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 14,523,586.09 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 14,523,586.09 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 920,685.68 Payment of Interest and Principal 13,602,900.41 Total Withdrawals (Pool Distribution Amount) 14,523,586.09 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
SERVICING FEES Gross Servicing Fee 629,830.49 Ambac Insurance Premium 45,735.46 Master Servicing Fee 50,227.98 Owner Trustee Fee 2,918.33 Subservicing Fee 191,973.42 Wells Fargo Bank, N.A. 0.00 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 920,685.68
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Financial Guaranty 0.00 0.00 0.00 0.00
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 4 0 0 0 4 469,131.11 0.00 0.00 0.00 469,131.11 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4 0 0 0 4 469,131.11 0.00 0.00 0.00 469,131.11 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.049213% 0.000000% 0.000000% 0.000000% 0.049213% 0.023416% 0.000000% 0.000000% 0.000000% 0.023416% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.049213% 0.000000% 0.000000% 0.000000% 0.049213% 0.023416% 0.000000% 0.000000% 0.000000% 0.023416%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1(A) No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1(B) No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1(C) No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2(A) No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2(B) No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 58,632.05 0.00 0.00 0.00 58,632.05 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 58,632.05 0.00 0.00 0.00 58,632.05 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.348432% 0.000000% 0.000000% 0.000000% 0.348432% 0.456696% 0.000000% 0.000000% 0.000000% 0.456696% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.348432% 0.000000% 0.000000% 0.000000% 0.348432% 0.456696% 0.000000% 0.000000% 0.000000% 0.456696% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2(C) No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 3 0 0 0 3 410,499.06 0.00 0.00 0.00 410,499.06 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 0 0 3 410,499.06 0.00 0.00 0.00 410,499.06 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.065374% 0.000000% 0.000000% 0.000000% 0.065374% 0.045113% 0.000000% 0.000000% 0.000000% 0.045113% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.065374% 0.000000% 0.000000% 0.000000% 0.065374% 0.045113% 0.000000% 0.000000% 0.000000% 0.045113%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 0.00
SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 2,060,000,000.00 100.00000000% 2,054,322,234.46 102.54012403% 102.540124% 0.000000% Class 1-A-1 1,258,675,000.00 61.10072816% 1,255,613,177.76 62.67309423% 39.867030% 0.000000% Class 1-A-2 1,169,639,000.00 56.77859223% 1,166,867,837.76 58.24342978% 4.429664% 0.000000% Class 2A 329,600,000.00 16.00000000% 328,691,558.01 16.40641987% 41.837010% 0.000000% Class M-1 267,800,000.00 13.00000000% 267,061,891.41 13.33021617% 3.076204% 0.000000% Class M-2 206,000,000.00 10.00000000% 205,432,224.81 10.25401247% 3.076204% 0.000000% Class M-3 149,350,000.00 7.25000000% 148,938,363.67 7.43415908% 2.819853% 0.000000% Class M-4 103,000,000.00 5.00000000% 102,716,113.45 5.12700629% 2.307153% 0.000000% Class CERT 0.00 0.00000000% 0.00 0.00000000% 0.000000% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 5.819737% Weighted Average Net Coupon 5.311756% Weighted Average Pass-Through Rate 5.310056% Weighted Average Maturity(Stepdown Calculation ) 357 Beginning Scheduled Collateral Loan Count 8,150 Number Of Loans Paid In Full 22 Ending Scheduled Collateral Loan Count 8,128 Beginning Scheduled Collateral Balance 2,060,000,000.00 Ending Scheduled Collateral Balance 2,003,432,562.54 Ending Actual Collateral Balance at 31-Oct-2004 2,003,432,562.54 Monthly P &I Constant 10,501,960.14 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 10,409,953.95 Ending Scheduled Balance for Premium Loans 2,003,411,094.51 Scheduled Principal 511,411.36 Unscheduled Principal 5,166,438.59
Advances Not Reported Compensating Interest payments Not Reported Insured Payments made to Class 2-A $ 0.00
Miscellaneous Reporting Net Derivative Contract Payment Amount 1,150,527.84
Group Level Collateral Statement Group 1(A) 1(B) 1(C) Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 6.693126 10.839610 5.343473 Weighted Average Net Rate 6.383160 10.089610 4.820064 Weighted Average Maturity 357 357 357 Beginning Loan Count 245 310 2,237 Loans Paid In Full 1 3 5 Ending Loan Count 244 307 2,232 Beginning Scheduled Balance 76,979,765.76 44,093,080.58 887,990,615.08 Ending scheduled Balance 76,587,166.73 43,662,085.95 885,353,835.23 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 496,084.40 419,000.82 4,290,975.90 Scheduled Principal 61,754.09 20,707.66 114,207.59 Unscheduled Principal 330,844.94 410,286.97 2,522,572.26 Scheduled Interest 434,330.31 398,293.16 4,176,768.31 Servicing Fees 16,037.46 27,558.18 277,497.10 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 4,185.92 1,164.79 132,886.30 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 414,106.93 369,570.19 3,766,384.91 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.381479 10.057910 4.818467
Group Level Collateral Statement Group 2(A) 2(B) 2(C) Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.270117 10.232980 5.810241 Weighted Average Net Rate 7.020117 9.482980 5.435241 Weighted Average Maturity 350 350 350 Beginning Loan Count 469 290 4,599 Loans Paid In Full 0 3 10 Ending Loan Count 469 287 4,589 Beginning Scheduled Balance 75,092,177.39 12,944,382.88 912,010,390.80 Ending scheduled Balance 75,049,772.35 12,838,322.59 909,941,379.69 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 513,873.76 117,912.29 4,664,112.97 Scheduled Principal 58,933.01 7,529.28 248,279.73 Unscheduled Principal (16,527.97) 98,531.01 1,820,731.38 Scheduled Interest 454,940.75 110,383.01 4,415,833.24 Servicing Fees 15,644.21 8,090.24 285,003.30 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 9,866.16 341.94 96,602.43 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 429,430.38 101,950.83 4,034,227.51 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.862452 9.451280 5.308134
Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 5.819737 Weighted Average Net Rate 5.311756 Weighted Average Maturity 357.00 Record Date 10/31/2004 Principal And Interest Constant 10,501,960.14 Beginning Loan Count 8,150 Loans Paid In Full 22 Ending Loan Count 8,128 Beginning Scheduled Balance 2,009,110,412.49 Ending Scheduled Balance 2,003,432,562.54 Scheduled Principal 511,411.36 Unscheduled Principal 5,166,438.59 Scheduled Interest 9,990,548.78 Servicing Fee 629,830.49 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 245,047.54 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 9,115,670.75 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 5.310056
Miscellaneous Reporting Group 1(A) Specified Overcollateralization Amount 0.00 Overcollateralization Increase Amount 0.00 Overcollateralization Release Amount 133.35 Overcollateralization Amount 0.00 Group 1(B) Specified Overcollateralization Amount 0.00 Overcollateralization Increase Amount 48.93 Overcollateralization Release Amount 0.00 Overcollateralization Amount 0.00
Group Miscellaneous Reporting Items 1 Beginning Pre-Funding Account Balance $ 50,889,671.93 1 Balance of Subsequent Mortgage Loans purchased prior to payment date $ 50,889,671.93 1 Ending Pre-Funding Account Balance $ 0.00 1 Reinvestment Income earned on Pre-Funding Account Balance $ 5,714.56
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